+143.3%
MO vs TXT
+11.3%
+132.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +8.9% | +13.3% | -4.4% | +8.4% |
| 3M | +23.0% | -5.1% | +28.1% | +22.8% |
| 6M | +15.0% | -7.1% | +22.1% | +14.8% |
| YTD | +41.7% | -3.2% | +44.9% | +41.3% |
| 1Y | +43.3% | +2.3% | +41.0% | +42.8% |
| All | +143.3% | +11.3% | +132.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling